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Stat Assembly > Stat Assembly Enumerations > GARCHSpecType

GARCHSpecType

Description

The GARCHSpecType enumeration is used to determine type of GARCH model.

It is used by the following property:

• ISmGARCH.GARCHSpec.

Available Values

	Value	Brief description
	0	GARCH. Standard model GARCH/GJR-GARCH.
	1	EGARCH. Exponential model GARCH (Exponential GARCH).

See also:

Stat Assembly Enumerations